//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance research letters"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Korn, Ralf"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
International Capital Flows
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Kapitaleinkommen
Portfolio-Management
Portfolio selection
7
Theorie
6
Theory
6
Credit risk
2
Financial crisis
2
Finanzkrise
2
Kreditrisiko
2
Aktienindex
1
Analysis of variance
1
Black-Scholes model
1
Black-Scholes-Modell
1
Consumer demand theory
1
Consumption-portfolio optimization
1
Corporate bond
1
Decision
1
Decision theory
1
Entscheidung
1
Entscheidungstheorie
1
Firm value
1
HJB equation
1
Insolvency
1
Insolvenz
1
Martingal
1
Martingale
1
Mathematical programming
1
Mathematische Optimierung
1
Nachfragetheorie des Haushalts
1
Optimal portfolios
1
Präferenztheorie
1
Risikomaß
1
Risk measure
1
Stock index
1
Theory of preferences
1
Transaction costs
1
Transaktionskosten
1
Unternehmensanleihe
1
Unternehmenswert
1
Varianzanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Korn, Ralf
Goodell, John W.
11
Fabozzi, Frank J.
7
Konno, Hiroshi
5
Naeem, Muhammad Abubakr
5
Xiong, Xiong
5
Yousaf, Imran
5
Auer, Benjamin R.
4
Bodnar, Taras
4
Escobar, Marcos
4
Kim, Jang Ho
4
Kwan, Clarence C. Y.
4
Nakagawa, Kei
4
Platen, Eckhard
4
Shen, Dehua
4
Yang, Jinqiang
4
Zaremba, Adam
4
Baviera, Roberto
3
Bayraktar, Erhan
3
Bielecki, Tomasz R.
3
Bodnar, Olha
3
Boudt, Kris
3
Bouri, Elie
3
Cartea, Álvaro
3
Forsyth, Peter A.
3
Frahm, Gabriel
3
Jang, Bong-Gyu
3
Jarrow, Robert A.
3
Kim, Young Shin
3
Ko, Hyungjin
3
Koutsokostas, Drosos
3
Lee, Jaewook
3
Leung, Tim
3
Mu, Congming
3
Papathanasiou, Spyros
3
Račev, Svetlozar T.
3
Riaz, Yasir
3
Ryu, Doojin
3
Sakemoto, Ryuta
3
Schuhmacher, Frank
3
more ...
less ...
Published in...
All
Finance research letters
International journal of theoretical and applied finance
Mathematical methods of operations research
5
Berichte zur Stochastik und verwandten Gebieten
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Insurance / Mathematics & economics
2
Risks : open access journal
2
Advances in risk management
1
Analytical models for financial modeling and risk management
1
Applied mathematical finance
1
Chapman & Hall / CRC financial mathematics series
1
Chapman & Hall/CRC financial mathematics series
1
Computational Management Science : CMS
1
Computational economics
1
Finance and stochastics
1
Graduate studies in mathematics : GSM
1
IMA journal of management mathematics
1
International journal of theoretical and applied finance : IJTAF
1
Mathematics and financial economics
1
OR spectrum : quantitative approaches in management
1
OR-Spektrum : quantitative approaches in management
1
Operations research letters
1
Research paper series / Swiss Finance Institute
1
Studienbücher Wirtschaftsmathematik
1
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A concise characterization of optimal consumption with logarithmic preferences
Korn, Ralf
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-7
Persistent link: https://www.econbiz.de/10010197180
Saved in:
2
A general framework for high yield bond investment
Korn, Ralf
;
Kovilyanskaya, Helen
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 967-984
Persistent link: https://www.econbiz.de/10003630979
Saved in:
3
Lifetime consumption and investment for worst-case crash scenarios
Desmettre, Sascha
;
Korn, Ralf
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403176
Saved in:
4
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
Saved in:
5
Optimal portfolios with defaultable securities a firm value approach
Korn, Ralf
;
Kraft, Holger
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 793-819
Persistent link: https://www.econbiz.de/10001862125
Saved in:
6
Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C.
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10001251052
Saved in:
7
Multi-asset worst-case optimal portfolios
Korn, Ralf
;
Leoff, Elisabeth
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030905
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->